Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 565 135 | 318 456 | 51 349 CHF | 32 277 CHF | 99,39% | 99,39% |
15/07/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 581 791 | 299 569 | 51 218 CHF | 29 378 CHF | 99,39% | 99,39% |
12/07/2024 | 9,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 507 102 | 462 078 | 49 854 CHF | 50 394 CHF | 99,09% | 99,09% |
11/07/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 793 | 495 794 | 49 565 CHF | 54 523 CHF | 98,09% | 98,09% |
10/07/2024 | 9,36% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 223 | 493 223 | 50 281 CHF | 55 214 CHF | 95,48% | 95,48% |
09/07/2024 | 9,43% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 504 150 | 452 401 | 50 979 CHF | 50 761 CHF | 99,06% | 99,06% |
08/07/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 106 | 498 106 | 49 866 CHF | 54 847 CHF | 99,23% | 99,23% |
05/07/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 386 | 497 386 | 49 878 CHF | 54 852 CHF | 99,39% | 99,39% |
04/07/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 357 | 473 357 | 52 069 CHF | 56 803 CHF | 99,39% | 99,39% |
03/07/2024 | 8,16% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 291 | 440 291 | 51 763 CHF | 56 166 CHF | 98,63% | 98,63% |